Results 121 to 130 of about 33,254 (236)
Summary Understanding the spread of infectious diseases such as COVID‐19 is crucial for informed decision‐making and resource allocation. A critical component of disease behaviour is the velocity with which disease spreads, defined as the rate of change between time and space.
Fernando Rodriguez Avellaneda +2 more
wiley +1 more source
Specification Tests for Jump‐Diffusion Models Based on the Characteristic Function
Summary Goodness‐of‐fit tests are suggested for several popular jump‐diffusion processes. The suggested test statistics utilise the marginal characteristic function of the model and its L2‐type discrepancy from an empirical counterpart. Model parameters are estimated either by minimising the aforementioned L2‐type discrepancy or by maximum likelihood ...
Gerrit Lodewicus Grobler +3 more
wiley +1 more source
Econometrics at the Extreme: From Quantile Regression to QFAVAR1
ABSTRACT This paper surveys quantile modelling from its theoretical origins to current advances. We organize the literature and present core econometric formulations and estimation methods for: (i) cross‐sectional quantile regression; (ii) quantile time series models and their time series properties; (iii) quantile vector autoregressions for ...
Stéphane Goutte +4 more
wiley +1 more source
Empirical‐Process Limit Theory and Filter Approximation Bounds for Score‐Driven Time Series Models
ABSTRACT This article examines the filtering and approximation‐theoretic properties of score‐driven time series models. Under specific Lipschitz‐type and tail conditions, new results are derived, leading to maximal and deviation inequalities for the filtering approximation error using empirical process theory.
Enzo D'Innocenzo
wiley +1 more source
This study presents a comprehensive analysis of a novel fractional-order mathematical model addressing the spread of deafness influenced by genetic factors.
Faisal Yasin +4 more
doaj +1 more source
It is a well-known fact that the Black-Scholes model is used in order to analyse the behavior of the financial market with regard to the pricing of options. An explicit analytical solution to the Black-Scholes equation is known as the Black-Scholes formula. The Black-Scholes equation is modified by mathematicians in the form of fractional Black-Scholes
N. Sukwong +3 more
openaire +1 more source
ABSTRACT “Almost everyone,” Ronald Dworkin wrote in Sovereign Virtue, “assumes that democracy means equal voting power.” What, then, is voting power? The standard view defines it as the probability that a vote changes the outcome assuming that each possible combination of votes is equiprobable.
Daniel Wodak
wiley +1 more source
In this work, the time-nonlinear fuzzy fractional order partial differential equations with a suitable fuzzy initial data in the presence of the Caputo differential operator are analytically and numerically investigated using the extended Laplace fractional residual power series scheme. The analytic-approximate fuzzy solutions have been extracted under
null Mohammad Alaroud +2 more
openaire +1 more source
Abstract figure legend Digital heart models of human donor atria with cardiac co‐morbidities revealed that regions with AWT variation, aligned myofibres adjacent to disorganised zones and fibrotic borders promoted the localisation and stability of RDs. AWT had a global influence, whereas fibre orientation and fibrosis exerted chamber‐specific regional ...
Anuradha Kulathilaka +8 more
wiley +1 more source
ABSTRACT This paper proposes a novel extension of the classical cobweb price model by incorporating behavioral inventory responses through an anticipatory mini‐storage mechanism. In many real‐world commodity markets, persistent price oscillations occur even when classical stability conditions are theoretically satisfied, an inconsistency traditional ...
M. Anokye +6 more
wiley +1 more source

